Due to its lack of defense and sp. defense I thought maybe giving my Zoroark a Focus Sash would be a good ideia, but at the same time giving it a Life Orb would really make this thing a threat to many Pokemon.

If it has to take a hit, which it normally will to set up nasty plot, you won't be able to do much before you die without a sash. LO will make you die faster due to the recoil, and is something a setup sweeper can do without.

Focus Sash is generally an item most Pokemon would prefer not using, with the exception of random leads like Infernape, Endeavour Mamoswine etc. etc.
Zoroark would prefer the extra power of Life Orb in my opinion, rather than Focus Sash. You're basically using a copy of the Old Gen 5 Smogon Zoroark set, which also utilised Life Orb or Leftovers.